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CALL OPTION VALUATION FOR DISCRETE NORMAL MIXTURES
Robert J. Ritchey
Business Administration
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peer-review
95
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Dive into the research topics of 'CALL OPTION VALUATION FOR DISCRETE NORMAL MIXTURES'. Together they form a unique fingerprint.
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Business & Economics
Option Valuation
100%
Black-Scholes
94%
Call Option
90%
Mispricing
64%
Mixture Model
47%
Leptokurtosis
40%
Gaussian Process
38%
Skewed Distribution
37%
Exact Solution
33%
Option Pricing Model
32%
Equity
30%
Skewness
29%